Well, in Thief you have a little meter that gets lighter and darker depending on how visible you are (getting in shadows makes you less visible--duh!). You also have water arrows which can be used to shoot out lanterns on the wall, enabling you to move to different places throughout the map. There are a TON of items and methods for sneaking around.. an excellent game.
Yea, Iv'e played Morrowind--it's a great game considering it is singleplayer. It was kinda slow at first, but there is a lot you can do. My first character was a monk, it was pretty cool. I'm more of a MMORPG person, I like having people around to talk to =x
